If so, can you give me some tips?
Yes, I have pressed bleeding heart quite successfully. Because of the length of it, I don't use a microwave press. I just press it in a phone book or an old book with absorbant pages. They are equite pretty.
The bleeding heart is one of my favorite flowers to press because it retains its color beautifully and the shape is still distinguishable (sp?) after you are done. I have had alot of luck with microwave drying them...they do get darker though.